+46.6%
ASML vs STZ
+17.1%
+29.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.7% | +6.8% |
| 7D | -0.8% | +3.4% | -4.3% | 0.0% |
| 30D | -14.9% | +19.6% | -34.5% | -11.5% |
| 3M | -13.0% | +8.0% | -21.0% | -10.0% |
| 6M | -4.7% | -0.3% | -4.4% | -1.0% |
| YTD | +42.3% | +8.6% | +33.7% | +45.4% |
| All | +46.6% | +17.1% | +29.5% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling